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Exponential probability inequality for linearly negative quadrant dependent random variables

최유순|최용갑|고미화
대한수학회 (The Korean Mathematical Society)|2007.01|대한수학회논문집 (Communications of the KMS)|제22권 제1호|pp. 137-143

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참고문헌

주제분류수학

초록

Abstract

In this paper, a Berstein-Hoeding type inequality is estab-lished for linearly negative quadrant dependent random variables. A con-dition is given for almost sure convergence and the associated rate ofconvergence is specied.

참고문헌 (10)

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  2. "Probability inequalities for sums of bounded random variables" (1963)
  3. "Independence via un correlatedness under certain dependence structures" (1983)
  4. "Negative association of random variables with applica-tions" (1983)
  5. "A central limit theorem for general weightedsums of LNQD random variables and its applications Rocky Mountain J. of Math."
  6. "Some concepts of dependence" (1966)
  7. "A note on the almost sure convergence of sums of negatively dependentrandom variables" (1992)
  8. "Asymptotic independence and limit theorems for positively and nega-tively dependent random variables. In Inequalities in Statistics andProbability" (1984), IMS Lectures Notes-Monograph Series
  9. "Exponential probability inequalities with some applications. In: Fergu-son, T. S., Shapely, L. S., MacQueen, J. B.(Ed.), Statistics, Probability and GameTheory", 30, pp.303~309 (1996)
  10. "A comparison theorem on moment inequalities between negatively associatedand independent random variables", 13, pp.343~355 (2000)

관련 논문AI추천

On the exponential inequality for negative dependent sequence김태성, 김현철대한수학회 · 대한수학회논문집2007 · 제22권 제2호Almost sure convergence for weighted sums of negatively orthant dependent random variables고미화, 김태성대한수학회 · 대한수학회지2005 · 제42권 제5호Strong laws of large numbers for weighted sums of negatively dependent random variables고미화, 김태성, 한광희대한수학회 · 대한수학회지2006 · 제43권 제6호On the almost sure convergence of weighted sums of negatively associated random variables박성태, 백종일, 서혜영, 정성모대한수학회 · 대한수학회논문집2005 · 제20권 제3호Strong limit theorems for weighted sums of NOD sequence and exponential inequalitiesAndrei I. Volodin, Shuhe Hu, Xuejun Wang대한수학회 · 대한수학회보2011 · 제48권 제5호Almost sure convergence for linear process generated by asymptotically linear negative quadrant dependence processesGuang-hui Cai대한수학회 · 대한수학회논문집2005 · 제20권 제1호

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